Heretofore, there has been known a technique which is provided with a diesel particulate filter (hereinafter, refer to as DPF) as an exhaust gas purification device in an exhaust gas channel of a diesel engine (hereinafter, refer to as an engine), and purifies exhaust gas from the diesel engine by the DPF (refer, for example, to Patent Document 1). In the DPF, there has been also known a technique in which an inside case is provided in an inner portion of an outside case so as to form a double structure, and an oxidation catalyst or a soot filter is embedded in the inside case (refer, for example, to Patent Document 2).